UC WAR. CALL 09/24 RHO5/ DE000HD0NSK1 /
| 09/07/2024 15:46:06 | Chg.+0.1600 | Bid16:51:47 | Ask16:51:47 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9300EUR | +9.04% | 1.8800 Bid Size: 35,000 |
1.9000 Ask Size: 35,000 |
Roche Holding Ltd | 230.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0NSK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 13/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.27 |
|---|---|
| Intrinsic value: | 1.88 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 1.88 |
| Time value: | -0.10 |
| Break-even: | 247.80 |
| Moneyness: | 1.08 |
| Premium: | 0.00 |
| Premium p.a.: | -0.02 |
| Spread abs.: | 0.08 |
| Spread %: | 4.71% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.8100 |
|---|---|
| High: | 2.0300 |
| Low: | 1.8100 |
| Previous Close: | 1.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.72% | ||
|---|---|---|---|
| 1 Month | +6.63% | ||
| 3 Months | +124.42% | ||
| YTD | -11.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2900 | 1.7700 |
|---|---|---|
| 1M High / 1M Low: | 2.8600 | 1.6900 |
| 6M High / 6M Low: | 3.0000 | 0.4600 |
| High (YTD): | 10/01/2024 | 3.0000 |
| Low (YTD): | 02/05/2024 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2157 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4413 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.91% | |
| Volatility 6M: | 196.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
